Script in SSIS script task to download file via HTTP

Public Sub Main()
Dim myWebClient As WebClient
Dim remoteUri As String
Dim localFileName As String
Dim fireAgain As Boolean

Try
myWebClient = New WebClient()

' get the context from variables
'remoteUri = CStr(Dts.Variables("RemoteUri").Value)
'localFileName = CStr(Dts.Variables("LocalFileName").Value)
remoteUri = "http://www.msbicentral.com"
localFileName = "C:\\Multi-ValuedParameters.rdl"
' tell the user what we're downloading where
Dts.Events.FireInformation(0, String.Empty, String.Format("Downloading '{0}' from '{1}'", localFileName, remoteUri), String.Empty, 0, fireAgain)

' do the actual download
myWebClient.DownloadFile(remoteUri, localFileName)

Dts.TaskResult = Dts.Results.Success
Catch ex As Exception
' post the error message we got back.
Dts.Events.FireError(0, String.Empty, ex.Message, String.Empty, 0)
Dts.TaskResult = Dts.Results.Failure
End Try
End Sub

More details can be found on this page:
http://www.eggheadcafe.com/community/aspnet/13/10053833/using-ssis.aspx